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AIP Conference Proceedings, vol. 1558In this study, we propose an extended version of the Hooke and Jeeves algorithm that uses a simple heuristic tohandle integer and/or binary variables and a filter set methodology to handle constraints. This proposal is integrated into amultistart method as a local solver and it is repeatedly called in order to compute different optimal solutions. Then, the bestof all stored optimal solutions is selected as the global optimum. The performance of the new method is tested on benchmark problems. Its effectiveness is emphasized by a comparison with other well-known stochastic solvers.Fundação para a Ciência e a Tecnologia (FCT

Multistart Hooke and Jeeves filter method for mixed variable optimization